• Journal of Navigation and Port Research
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• v.35 no.1
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• pp.83-91
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• 2011

The accuracy of forecasting is remarkably important to reduce total cost or to increase customer services, so it has been studied by many researchers. In this paper, the artificial neural network (ANN), one of the most popular nonlinear forecasting methods, is compared with autoregressive integrated moving average(ARIMA) model through performing a prediction of container traffic. It uses a hybrid methodology that combines both the linear ARIAM and the nonlinear ANN model to improve forecasting performance. Also, it compares the methodology with other models in performance for prediction. In designing network structure, this work specially applies the genetic algorithm which is known as the effectively optimal algorithm in the huge and complex sample space. It includes the time delayed neural network (TDNN) as well as multi-layer perceptron (MLP) which is the most popular neural network model. Experimental results indicate that both ANN and Hybrid models outperform ARIMA model.

• Journal of Korea Water Resources Association
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• v.35 no.5
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• pp.619-629
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• 2002

Water in the atmosphere is circulated by reciprocal action of various factors in the climate system. Otherwise, any climate phenomenon could not occur of itself. Thus, we have tried to understand the climate change by analysis of the factors. In this study, the fuzzy theory which is useful to express inaccurate and approximate nature in the real world is used for forecasting precipitation influenced by the factors. Forecasting models used in this study are neuro-fuzzy system and a Markov chain and those are applied to precipitation forecasting of illinois. Various atmosphere circulation factors(like soil moisture and temperature) influencing the climate change are considered to forecast precipitation. As a forecasting result, it can be found that the considerations of the factors are helpful to increase the forecastibility of the models and the neuro-fuzzy system gives us relatively more accurate forecasts.

• Journal of Korean Society of Transportation
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• v.22 no.6
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• pp.109-120
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• 2004

Since the late of 1990, there have been number of studies on the required number of probe vehicles and/or optimal aggregation interval sizes for travel time estimation and forecasting. However, in general one to five minutes are used as aggregation intervals for the travel time estimation intervals for the travel time estimation and/or forecasting of loop detector system without a reasonable validation. The objective of this study is to deveop models for identifying optimal aggregation interval sizes of loop detector data for travel time estimation and prediction. This study developed Cross Valiated Mean Square Error (CVMSE) model for the link and route travel time forecasting, The developed models were applied to the loop detector data of Kyeongbu expressway. It was found that the optimal aggregation sizes for the travel time estimation and forecasting are three to five minutes and ten to twenty minutes, respectively.

• Proceedings of the Korea Water Resources Association Conference
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• 2015.05a
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• pp.225-225
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• 2015

Drought events usually evolve slowly in time and their impacts generally span a long period of time. This indicates that the sequence of drought is not completely random. The Hidden Markov Model (HMM) is a probabilistic model used to represent dependences between invisible hidden states which finally result in observations. Drought characteristics are dependent on the underlying generating mechanism, which can be well modelled by the HMM. This study employed a HMM with Gaussian emissions to fit the Standardized Precipitation Index (SPI) series and make multi-step prediction to check the drought characteristics in the future. To estimate the parameters of the HMM, we employed a Bayesian model computed via Markov Chain Monte Carlo (MCMC). Since the true number of hidden states is unknown, we fit the model with varying number of hidden states and used reversible jump to allow for transdimensional moves between models with different numbers of states. We applied the HMM to several stations SPI data in South Korea. The monthly SPI data from January 1973 to December 2012 was divided into two parts, the first 30-year SPI data (January 1973 to December 2002) was used for model calibration and the last 10-year SPI data (January 2003 to December 2012) for model validation. All the SPI data was preprocessed through the wavelet denoising and applied as the visible output in the HMM. Different lead time (T= 1, 3, 6, 12 months) forecasting performances were compared with conventional forecasting techniques (e.g., ANN and ARMA). Based on statistical evaluation performance, the HMM exhibited significant preferable results compared to conventional models with much larger forecasting skill score (about 0.3-0.6) and lower Root Mean Square Error (RMSE) values (about 0.5-0.9).

• Journal of Korea Water Resources Association
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• v.46 no.7
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• pp.697-706
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• 2013

In recent, Korea has faced on water quality management problems in reservoir and river because of increasing water temperature and rainfall frequency caused by climate change. This study is effectively to manage water quality for establishment of algal bloom forecasting models with artificial neural network. Daecheong reservoir located in Geum river has suitable environment for algal bloom because it has lots of contaminants that are flowed by rainfall. By using back propagation algorithm of artificial neural networks (ANNs), a model has been built to forecast the algal bloom over short-term (1, 3, and 7 days). In the model, input factors considered the hydrologic and water quality factors in Daecheong reservoir were analyzed by cross correlation method. Through carrying out the analysis, input factors were selected for algal bloom forecasting model. As a result of this research, the short term algal bloom forecasting models showed minor errors in the prediction of the 1 day and the 3 days. Therefore, the models will be very useful and promising to control the water quality in various rivers.

• Journal of Korea Water Resources Association
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• v.52 no.7
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• pp.451-461
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• 2019

The dam reservoir inflow prediction is utilized to ensure for water supply and prevent future droughts. In this study, we predicted the dam reservoir inflow and analyzed how seasonal weather forecasting affected the accuracy of the inflow for even multi-purpose dams. The hindcast and forecast of GloSea5 from KMA were used as input for rainfall-runoff models. TANK, ABCD, K-DRUM and PRMS models which have individual characteristics were applied to simulate inflow prediction. The dam reservoir inflow prediction was assessed for the periods of 1996~2009 and 2015~2016 for the hindcast and forecast respectively. The results of assessment showed that the inflow prediction was underestimated by comparing with the observed inflow. If rainfall-runoff models were calibrated appropriately, the characteristics of the models were not vital for accuracy of the inflow prediction. However the accuracy of seasonal weather forecasting, especially precipitation data is highly connected to the accuracy of the dam inflow prediction. It is recommended to consider underestimation of the inflow prediction when it is used for operations. Futhermore, for accuracy enhancement of the predicted dam inflow, it is more effective to focus on improving a seasonal weather forecasting rather than a rainfall-runoff model.

• Journal of Korean Society for Quality Management
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• v.23 no.1
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• pp.95-105
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• 1995

The error structure of nonlinearized technological growth models, such as, the Pearl curve, the Gompertz curve and the Wei bull growth curve, has zero mean and a constant variance over time. Transformed models, however, like the linearized Fisher-Pry model. the linearized Gompertz growth curve, and the linearized Weibull growth curve have increasing variance from t = 0 to the inflection point.

• The Journal of Asian Finance, Economics and Business
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• v.6 no.3
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• pp.19-26
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• 2019

The paper aims to measure stock price volatility on Ho Chi Minh stock exchange (HSX). We apply symmetric models (GARCH, GARCH-M) and asymmetry (EGARCH and TGARCH) to measure stock price volatility on HSX. We used time series data including the daily closed price of VN-Index during 1/03/2001-1/03/2019 with 4375 observations. The results show that GARCH (1,1) and EGARCH (1,1) models are the most suitable models to measure both symmetry and asymmetry volatility level of VN-Index. The study also provides evidence for the existence of asymmetric effects (leverage) through the parameters of TGARCH model (1,1), showing that positive shocks have a significant effect on the conditional variance (volatility). This result implies that the volatility of stock returns has a big impact on future market movements under the impact of shocks, while asymmetric volatility increase market risk, thus increase the attractiveness of the stock market. The research results are useful reference information to help investors in forecasting the expected profit rate of the HSX, and also the risks along with market fluctuations in order to take appropriate adjust to the portfolios. From this study's results, we can see risk prediction models such as GARCH can be better used in risk forecasting especially.

• Advances in environmental research
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• v.4 no.2
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• pp.83-104
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• 2015

Air Quality Index (AQI) is a pointer to broadcast short term air quality. This paper presents one day ahead AQI forecasting on seasonal basis for three major cities in Maharashtra State, India by using Artificial Neural Networks (ANN) and Genetic Programming (GP). The meteorological observations & previous AQI from 2005-2008 are used to predict next day's AQI. It was observed that GP captures the phenomenon better than ANN and could also follow the peak values better than ANN. The overall performance of GP seems better as compared to ANN. Stochastic nature of the input parameters and the possibility of auto-correlation might have introduced time lag and subsequent errors in predictions. Spectral Analysis (SA) was used for characterization of the error introduced. Correlational dependency (serial dependency) was calculated for all 24 models prepared on seasonal basis. Particular lags (k) in all the models were removed by differencing the series, that is converting each i'th element of the series into its difference from the (i-k)"th element. New time series is generated for all seasonal models in synchronization with the original time line & evaluated using ANN and GP. The statistical analysis and comparison of GP and ANN models has been done. We have proposed a promising approach of use of GP coupled with SA for real time prediction of seasonal multicity AQI.

• Journal of Environmental Science International
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• v.25 no.4
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• pp.603-613
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• 2016

Fog may have a significant impact on road conditions. In an attempt to improve fog predictability in Jeju, we conducted machine learning with various data mining techniques such as tree models, conditional inference tree, random forest, multinomial logistic regression, neural network and support vector machine. To validate machine learning models, the results from the simulation was compared with the fog data observed over Jeju(184 ASOS site) and Gosan(185 ASOS site). Predictive rates proposed by six data mining methods are all above 92% at two regions. Additionally, we validated the performance of machine learning models with WRF (weather research and forecasting) model meteorological outputs. We found that it is still not good enough for operational fog forecast. According to the model assesment by metrics from confusion matrix, it can be seen that the fog prediction using neural network is the most effective method.